A game theoretical approach for a nonlinear system driven by elliptic operators
2020
In this paper we find viscosity solutions to an elliptic system governed by two different operators (the Laplacian and the infinity Laplacian) using a probabilistic approach. We analyze a game that combines the tug-of-war with random walks in two different boards. We show that these value functions converge uniformly to a viscosity solution of the elliptic system as the step size goes to zero. In addition, we show uniqueness for the elliptic system using pure PDE techniques.
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